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The predictive ability of several models of exchange rate volatility
West, Kenneth D.; Cho, Dongchul - 1994
Persistent link: https://www.econbiz.de/10000884768
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The predictive ability of several models of exchange rate volatility
West, Kenneth D.; Cho, Dongchul - 1994 - Rev
Persistent link: https://www.econbiz.de/10000892226
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The forecasting ability of correlations implied in foreign exchange options
Campa, José Manuel; Chang, P. H. Kevin - 1997
Persistent link: https://www.econbiz.de/10000623860
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Answering the critics : yes, arch models do provide good volatility forecasts
Andersen, Torben; Bollerslev, Tim - 1997
Persistent link: https://www.econbiz.de/10000627888
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Modeling volatility dynamics
Diebold, Francis X.; Lopez, Jose A. - 1995
Persistent link: https://www.econbiz.de/10000587223
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The influence of trends in barter terms of trade and of their volatility on GNP growth
Edström, Jerker; Singer, Hans W. - 1992
Persistent link: https://www.econbiz.de/10000340277
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Have exchange rates become more closely tied? : Evidence from a new multivariate GARCH model
Klaassen, Franc - 1999
Persistent link: https://www.econbiz.de/10000168325
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Nonparametric modelling of financial time series
Heid, Frank - 1998
Persistent link: https://www.econbiz.de/10000668367
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An investigation of long range dependence in intra-day foreign exchange rate volatility
Henry, Mark S.; Payne, Richard - 1997
Persistent link: https://www.econbiz.de/10000961212
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Model Averaging in Risk Management with an Application to Futures Markets
Pesaran, M. Hashem (contributor);  … - 2008
Persistent link: https://www.econbiz.de/10003641741